+14,535.0%
NVDA vs STLA
+51.6%
+14,483.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.4% | -3.8% | -0.6% | -2.9% |
| 30D | +0.4% | -3.1% | +3.5% | +1.3% |
| 3M | +9.0% | -19.6% | +28.6% | +18.1% |
| 6M | +18.3% | -23.5% | +41.8% | +30.3% |
| YTD | +17.2% | -51.5% | +68.7% | +51.2% |
| 1Y | +23.3% | -39.7% | +63.0% | +41.1% |
| 3Y | +380.0% | -66.3% | +446.4% | +574.9% |
| 5Y | +874.6% | -63.1% | +937.8% | +1,190.2% |
| All | +14,535.0% | +51.6% | +14,483.4% | +11,364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling